SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Sep-2013

Day Change Summary
	Previous	Current
	24-Sep-2013	25-Sep-2013	Change	Change %	Previous Week
Open	169.90	169.64	-0.26	-0.2%	171.16
High	170.53	169.98	-0.55	-0.3%	173.60
Low	169.21	168.89	-0.32	-0.2%	170.04
Close	169.53	169.04	-0.49	-0.3%	170.72
Range	1.32	1.09	-0.23	-17.4%	3.56
ATR	1.50	1.48	-0.03	-2.0%	0.00
Volume	106,333,000	117,306,398	10,973,398	10.3%	691,656,007

Daily Pivots for day following 25-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	172.57	171.90	169.64
R3	171.48	170.81	169.34
R2	170.39	170.39	169.24
R1	169.72	169.72	169.14	169.51
PP	169.30	169.30	169.30	169.20
S1	168.63	168.63	168.94	168.42
S2	168.21	168.21	168.84
S3	167.12	167.54	168.74
S4	166.03	166.45	168.44

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	182.13	179.99	172.68
R3	178.57	176.43	171.70
R2	175.01	175.01	171.37
R1	172.87	172.87	171.05	172.16
PP	171.45	171.45	171.45	171.10
S1	169.31	169.31	170.39	168.60
S2	167.89	167.89	170.07
S3	164.33	165.75	169.74
S4	160.77	162.19	168.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	173.60	168.89	4.71	2.8%	1.29	0.8%	3%	False	True	121,548,099
10	173.60	168.72	4.88	2.9%	1.28	0.8%	7%	False	False	117,584,839
20	173.60	163.05	10.55	6.2%	1.36	0.8%	57%	False	False	114,432,718
40	173.60	163.05	10.55	6.2%	1.33	0.8%	57%	False	False	108,800,994
60	173.60	160.22	13.38	7.9%	1.30	0.8%	66%	False	False	106,813,950
80	173.60	155.73	17.87	10.6%	1.51	0.9%	74%	False	False	123,817,466
100	173.60	155.73	17.87	10.6%	1.51	0.9%	74%	False	False	124,758,627
120	173.60	153.55	20.05	11.9%	1.51	0.9%	77%	False	False	125,965,965

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	174.61
2.618	172.83
1.618	171.74
1.000	171.07
0.618	170.65
HIGH	169.98
0.618	169.56
0.500	169.44
0.382	169.31
LOW	168.89
0.618	168.22
1.000	167.80
1.618	167.13
2.618	166.04
4.250	164.26

Fisher Pivots for day following 25-Sep-2013
Pivot	1 day	3 day
R1	169.44	169.77
PP	169.30	169.53
S1	169.17	169.28

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These figures are updated between 7pm and 10pm EST after a trading day.

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